Dangerous for entirely different reasons. The egg is considered to normally be used by children, and is banned for choking hazards and possible lead paint usage. The gun is assumed to be bought and handled by adults, 99.99% of which are going to use it responsibly.

Yes, guns are designed to kill. But who are what or even if they kill is entirely up to the user. Back to the original point: they are two completely different items made for completely unrelated purposes and cannot logically be compared to one another, as they have vastly different uses and users.